Frequency Domain System Identification MATLAB Toolbox.
Main reference:
R. Pintelon and J. Schoukens, System Identification: A Frequency Domain Approach, 2nd ed. Wiley-IEEE Press, 2012.
addpath src to MATLAB
- MATLAB
- Control System Toolbox
- Signal Processing Toolbox
- (optional) System Identification Toolbox
- Multi sine
- Options
- Frequency range: min, max frequency
- Frequency resolution
- Frequency grid: linear/quasi-logarithmic grid
- Frequency spectrum
- Options
- Other signals
- Chirp sine
- Pseudo Random Binary Sequence (PRBS)
- Swept sine
- Periodic excitation
$\hat{G}_{ML}(j\omega)$ - Sample (co)variance estimation
$\sigma_U^2, \sigma_Y^2, \sigma_{YU}^2$ - Asymptotic variance of
$G_{ML}(j\omega)$
- Deterministic estimators
- Least squares, Weighted least squares, Nonlinear least squares
- Stochastic estimators
- Maximum likelihood estimation, Bootstrapped total least squares, Generalized total least squares
Two-mass system setup
